Consider the following information on a portfolio of three stocks: State of Economy Stock A Stock B Stock C Rate of Return Rate of Return Rate of Return Probability of State of Economy .13 .55 .32 Boom Normal Bust .02 .10 .16 .32 .22 -21 .50 .20 -.35 a. If your portfolio is invested 40 percent each in A and B and 20 percent in C, what is the portfolio's expected return, the variance, and the standard deviation? (Do not round intermediate calculations. Round your variance answer to 5 decimal places, e.g., 32.16161. Enter your other answers as a percent rounded to 2 decimal places, e.g., 32.16.) b. If the expected T-bill rate is 4.25 percent, what is the expected risk premium on the portfolio? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) a. Expected return % Variance Standard deviation % b. Expected risk premium %